Recent short-term studies have reported significant decreases in viral load and increases in CD4+ cell counts in people with HIV infection treated with combinations of antiretroviral agents. These changes in immunologic and virologic parameters have been shown to correlate with a decreased risk for development of AIDS-associated opportunistic infections (OIs). The question of whether there is a need to continue MAC prophylaxis in people who have had such responses to antiretroviral therapy is important in view of the toxicities, drug interactions, and complexity of drug regimens used to treat HIV infection and its complications. Deferred prophylaxis for MAC may be a reasonable option, provided this can be done without an unacceptably increased risk. The strategy of deferred prophylaxis may allow patients to avoid adverse side effects, the development of resistant organisms, and the extra pills and costs that are required to maintain a MAC prophylaxis regimen. Finally, the disadvantages associated with continued prophylaxis may outweigh the advantages in the context of a diminished risk of DMAC. This study will assess the impact of a strategy of prophylaxis versus deferred prophylaxis for MAC. It will evaluate the effect of azithromycin versus deferred azithromycin on the combined endpoint of DMAC and bacterial pneumonia.